```/* nag_tsa_multi_noise_bivar (g13cgc) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*
*/

#include <nag.h>
#include <stdio.h>

#define LMAX   80
#define KC     8*L
#define NGMAX  KC
#define L      LMAX
#define NXYMAX 300

int main(void)
{

Complex *xyg = 0;
Integer exit_status = 0, i, is, j, kc = KC, l = L, mw, ng, nxy;
NagError fail;
double erlw, erup, pw, pxy, rfse;
double *er = 0, *rf = 0, *stats = 0, *x = 0, *xg = 0, *y = 0, *yg = 0;

INIT_FAIL(fail);

printf("nag_tsa_multi_noise_bivar (g13cgc) Example Program Results\n");

/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT " ", &nxy);
if (nxy > 0 && nxy <= NXYMAX) {
if (!(stats = NAG_ALLOC(4, double)) ||
!(x = NAG_ALLOC(KC, double)) ||
!(y = NAG_ALLOC(KC, double)) ||
!(er = NAG_ALLOC(NGMAX, double)) || !(rf = NAG_ALLOC(LMAX, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 1; i <= nxy; ++i)
scanf("%lf ", &x[i - 1]);
for (i = 1; i <= nxy; ++i)
scanf("%lf ", &y[i - 1]);

/* Set parameters for call to nag_tsa_uni_spectrum_daniell (g13cbc) and g13cdc
*  with mean correction and 10 percent taper
*/
pxy = 0.1;
/* Window shape parameter and zero covariance at lag 16 */
pw = 0.5;
mw = 16;
/* Alignment shift of 3 */
is = 3;

/* Obtain univariate spectrum for the x and the y series */
/* nag_tsa_uni_spectrum_daniell (g13cbc).
* Univariate time series, smoothed sample spectrum using
* spectral smoothing by the trapezium frequency (Daniell)
* window
*/
nag_tsa_uni_spectrum_daniell(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
x, &xg, &ng, stats, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_uni_spectrum_daniell (g13cbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* nag_tsa_uni_spectrum_daniell (g13cbc), see above. */
nag_tsa_uni_spectrum_daniell(nxy, Nag_Mean, pxy, mw, pw, l, kc, Nag_Unlogged,
y, &yg, &ng, stats, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_uni_spectrum_daniell (g13cbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* Obtain cross spectrum of the bivariate series */
/* nag_tsa_multi_spectrum_daniell (g13cdc).
* Multivariate time series, smoothed sample cross spectrum
* using spectral smoothing by the trapezium frequency
* (Daniell) window
*/
nag_tsa_multi_spectrum_daniell(nxy, Nag_Mean, pxy, mw, is, pw, l, kc, x, y, &xyg,
&ng, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_multi_spectrum_daniell (g13cdc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* nag_tsa_multi_noise_bivar (g13cgc).
* Multivariate time series, noise spectrum, bounds, impulse
* response function and its standard error
*/
nag_tsa_multi_noise_bivar(xg, yg, xyg, ng, stats, l, nxy, er, &erlw,
&erup, rf, &rfse, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_multi_noise_bivar (g13cgc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

printf("\n");
printf("           Noise spectrum\n\n");
for (j = 1; j <= ng; ++j)
printf("%6" NAG_IFMT "%16.4f\n", j - 1, er[j - 1]);

printf("\nNoise spectrum bounds multiplying factors\n\n");
printf("Lower =%10.4f", erlw);
printf("     Upper =%10.4f\n\n", erup);
printf("Impulse response function\n\n");
for (j = 1; j <= l; ++j)
printf("%6" NAG_IFMT "%16.4f\n", j - 1, rf[j - 1]);
printf("\nImpulse response function standard error =%10.4f\n", rfse);
}
NAG_FREE(xg);
NAG_FREE(yg);
NAG_FREE(xyg);
END:
NAG_FREE(stats);
NAG_FREE(x);
NAG_FREE(y);
NAG_FREE(er);
NAG_FREE(rf);
return exit_status;
}
```